Interface DlmParamMeta

Describes the layout of the params vector passed to DlmLossFn.

params = [s?, w₀, …, w_{m-1}, φ₁, …, φ_p] (natural scale)

Observation std s is present only when nObs === 1.
Process std devs wᵢ are the full expanded physical state-noise vector (nProcess elements), even when MLE ties or fixes some slots internally.
AR coefficients φⱼ (nAr elements) are present only when AR fitting is enabled.

interface DlmParamMeta {
    nAr: number;
    nObs: number;
    nProcess: number;
}

Properties

nAr: number

Number of AR coefficients exposed in params (0 unless AR fitting is enabled).

nObs: number

1 if observation std (s) is exposed in params, 0 if fixed.

nProcess: number

Number of process std dev entries in params (= full state dimension m).